+37.7%
XLC vs MP
+58.1%
-20.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -0.8% | -2.9% | +2.0% | -0.6% |
| 30D | +1.0% | +13.8% | -12.8% | -0.4% |
| 3M | -0.7% | -16.7% | +16.0% | +0.6% |
| 6M | -5.1% | -11.5% | +6.3% | -5.2% |
| YTD | -4.3% | +7.9% | -12.2% | -6.9% |
| 1Y | -0.6% | -15.0% | +14.5% | -2.1% |
| 3Y | +72.7% | +153.5% | -80.8% | +35.9% |
| All | +37.7% | +58.1% | -20.4% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling